NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
72.30 |
72.16 |
-0.14 |
-0.2% |
80.12 |
| High |
74.30 |
76.12 |
1.82 |
2.4% |
84.83 |
| Low |
69.84 |
71.77 |
1.93 |
2.8% |
68.57 |
| Close |
71.85 |
74.25 |
2.40 |
3.3% |
71.85 |
| Range |
4.46 |
4.35 |
-0.11 |
-2.5% |
16.26 |
| ATR |
5.94 |
5.82 |
-0.11 |
-1.9% |
0.00 |
| Volume |
283,094 |
141,907 |
-141,187 |
-49.9% |
1,345,082 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.10 |
85.02 |
76.64 |
|
| R3 |
82.75 |
80.67 |
75.45 |
|
| R2 |
78.40 |
78.40 |
75.05 |
|
| R1 |
76.32 |
76.32 |
74.65 |
77.36 |
| PP |
74.05 |
74.05 |
74.05 |
74.57 |
| S1 |
71.97 |
71.97 |
73.85 |
73.01 |
| S2 |
69.70 |
69.70 |
73.45 |
|
| S3 |
65.35 |
67.62 |
73.05 |
|
| S4 |
61.00 |
63.27 |
71.86 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.86 |
114.12 |
80.79 |
|
| R3 |
107.60 |
97.86 |
76.32 |
|
| R2 |
91.34 |
91.34 |
74.83 |
|
| R1 |
81.60 |
81.60 |
73.34 |
78.34 |
| PP |
75.08 |
75.08 |
75.08 |
73.46 |
| S1 |
65.34 |
65.34 |
70.36 |
62.08 |
| S2 |
58.82 |
58.82 |
68.87 |
|
| S3 |
42.56 |
49.08 |
67.38 |
|
| S4 |
26.30 |
32.82 |
62.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.83 |
68.57 |
16.26 |
21.9% |
5.38 |
7.2% |
35% |
False |
False |
224,598 |
| 10 |
93.02 |
68.57 |
24.45 |
32.9% |
5.37 |
7.2% |
23% |
False |
False |
269,944 |
| 20 |
109.58 |
68.57 |
41.01 |
55.2% |
5.89 |
7.9% |
14% |
False |
False |
262,070 |
| 40 |
122.22 |
68.57 |
53.65 |
72.3% |
5.60 |
7.5% |
11% |
False |
False |
193,125 |
| 60 |
129.16 |
68.57 |
60.59 |
81.6% |
5.18 |
7.0% |
9% |
False |
False |
142,118 |
| 80 |
148.47 |
68.57 |
79.90 |
107.6% |
5.03 |
6.8% |
7% |
False |
False |
110,985 |
| 100 |
148.47 |
68.57 |
79.90 |
107.6% |
4.92 |
6.6% |
7% |
False |
False |
91,638 |
| 120 |
148.47 |
68.57 |
79.90 |
107.6% |
4.63 |
6.2% |
7% |
False |
False |
77,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.61 |
|
2.618 |
87.51 |
|
1.618 |
83.16 |
|
1.000 |
80.47 |
|
0.618 |
78.81 |
|
HIGH |
76.12 |
|
0.618 |
74.46 |
|
0.500 |
73.95 |
|
0.382 |
73.43 |
|
LOW |
71.77 |
|
0.618 |
69.08 |
|
1.000 |
67.42 |
|
1.618 |
64.73 |
|
2.618 |
60.38 |
|
4.250 |
53.28 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
74.15 |
73.62 |
| PP |
74.05 |
72.98 |
| S1 |
73.95 |
72.35 |
|